Please see an example for Sentinel2

dataset=your image collection

// take the median

var st2median = dataset.median();

// the normalized difference vegetation index

var ndvi = st2median.normalizedDifference(['B8', 'B4']);

var bands=['B2', 'B3', 'B4', 'B5', 'B6', 'B7', 'B8', 'B8A', 'B11', 'B12'];

var img=st2median.select(bands).addBands((ndvi).rename('NDVI'));

Sounds like your image does not contain a band named "EVI". GEE usually names new indices as "nd" or "nd_1". You can check the bands names of your image in the console using: print(image.bandNames()). However, if you want to rename the bands, you can use image.rename().

interested

Yes. As already mentioned above, bands variable must include name of all the bands you wish to use for classification. By default after NDVI calculation using image.normalizedDifference() function band name is 'nd'. So, check band name using image.bandNames() function or rename it using image.rename()

var bands=['B2', 'B3', 'B4', 'B5', 'B6', 'B7', 'B8', 'B8A', 'B11', 'B12', 'NDVI'];